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optimization_set [2016/05/20 22:04] nikolaj |
optimization_set [2016/07/24 21:21] nikolaj |
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| @#55CCEE: context | @#55CCEE: $ \langle Y, \le \rangle $ ... Non-strict partially ordered set | | | @#55CCEE: context | @#55CCEE: $ \langle Y, \le \rangle $ ... Non-strict partially ordered set | | ||
| @#55CCEE: context | @#55CCEE: $ r:B\to Y $ | | | @#55CCEE: context | @#55CCEE: $ r:B\to Y $ | | ||
- | | @#FF9944: definition | @#FF9944: $ O_r := \{\beta\in B\mid \forall(b\in X).\,r(\beta)\le{r(b)}\}$ | | + | | @#FF9944: definition | @#FF9944: $ O_r := \{\beta\in B\mid \forall(b\in B).\,r(\beta)\le{r(b)}\}$ | |
----- | ----- | ||
- | If ${\mathrm{min}(r)}\subseteq B$ denote the minimum values of $r$, then | + | If ${\mathrm{min}(r)}\subseteq Y$ denote the minimum values of $r$, then |
- | $O_r = R^{-1}({\mathrm{inf}(r)})$ | + | $O_r = r^{-1}({\mathrm{min}(r)})$ |
with $r^{-1}:{\mathcal P}Y\to{\mathcal P}B$. | with $r^{-1}:{\mathcal P}Y\to{\mathcal P}B$. | ||
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(the indexed subspace of $X\to Y$ is called hypotheses space) | (the indexed subspace of $X\to Y$ is called hypotheses space) | ||
- | and find from this set find the optimal fit (given by optimal $\beta\in B$) w.r.t. loss function $V:Y\to Y$ by optimizing | + | and find from this set find the optimal fit (given by optimal $\beta\in B$) w.r.t. loss function |
+ | |||
+ | $V:Y\times Y\to Y$ | ||
+ | |||
+ | by optimizing | ||
$r(\beta):=V(f(\beta,x),y)$ | $r(\beta):=V(f(\beta,x),y)$ | ||
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with loss function | with loss function | ||
- | $V(y',y)=(y'-y)^2$ | + | $V({\hat y},y)=({\hat y}-y)\cdot({\hat y}-y)$ |
- | In practice, $x_i$ may be vectors and then $w$ is taken to be an inner product. | + | In practice, $x_i$ may be vectors and then $V$ is taken to be an inner product. |
=== Reference === | === Reference === |